I am trying to get the highest and lowest value of a certain number of bars starting from the bar which is already closed. Can anybody help?

1 View
Willis Holt
Answered 4 months, 3 weeks ago
<p id="isPasted">We are all watching the same market, but one trader uses a 5 minute bar, one uses a 1 minute bar, another a 30 minute bar, another a 10K vol bar, another a 5K tick bar, another an 8 range bar, and so on. These are just data presentation mechanisms, and the market does not have a concept of any of them; they are purely our creation. The close of a bar is a snapshot of a price traded in the flow of market activity.</p><p>&nbsp;What are your thoughts? If you use the closing of a bar as a part …</p>